Invention Grant
- Patent Title: System and method for displaying and/or analyzing a limit order book
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Application No.: US11189329Application Date: 2005-07-26
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Publication No.: US07933828B2Publication Date: 2011-04-26
- Inventor: Jeffrey M. Bandman , Nathan J. Ondyak , Eugene M. Sorenson , Bernie A. Weinstein
- Applicant: Jeffrey M. Bandman , Nathan J. Ondyak , Eugene M. Sorenson , Bernie A. Weinstein
- Applicant Address: US NY New York
- Assignee: CFPH, LLC
- Current Assignee: CFPH, LLC
- Current Assignee Address: US NY New York
- Agent Thomas D. Bradshaw
- Main IPC: G06Q40/00
- IPC: G06Q40/00

Abstract:
According to one embodiment, a method of generating a display of a limit order book is provided. Data regarding a plurality of limit orders entered onto an electronic market is received and recorded, at least temporarily. The data regarding each limit order includes a price and a time associated with that limit order. Based on the received data, a graphical display is generated that indicates, for each recorded limit order entered into the electronic market within a period of time, the price and the time associated with that limit order. The price associated with each limit order is indicated by a first axis of the graphical display and the time associated with each limit order is indicated by a second axis of the graphical display. The graphical display may be displayed using an electronic display device.
Public/Granted literature
- US20070027788A1 System and method for displaying and/or analyzing a limit order book Public/Granted day:2007-02-01
Information query